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Calibrating option pricing models with heuristics
Gilli, Manfred; Schumann, Enrico - In: Natural computing in computational finance : volume 4, (pp. 9-37). 2011
Persistent link: https://www.econbiz.de/10009423553
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Using catastrophe-linked securities to diversify insurance risk : a financial analysis of cat bonds
Loubergé, Henri; Kellezi, Evis; Gilli, Manfred - 1999
Persistent link: https://www.econbiz.de/10001350637
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Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred; Ke͏̈llezi, Evis; Pauletto, Giorgio - 2001
Persistent link: https://www.econbiz.de/10001592002
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Solving finite difference schemes arising in trivariate option pricing
Gilli, Manfred - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1499-1515
Persistent link: https://www.econbiz.de/10001668434